Conditions of optimality of quasiopen-loop strategies (Q1103583)

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scientific article; zbMATH DE number 4053496
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    Conditions of optimality of quasiopen-loop strategies
    scientific article; zbMATH DE number 4053496

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      Conditions of optimality of quasiopen-loop strategies (English)
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      1987
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      The control is considered of discrete-time stochastic processes. A constructive sufficient condition is obtained which ensures that the widely used suboptimal control strategy called a quasiopen-loop strategy coincides with an optimal strategy. Examples are presented on the use of this condition.
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      discrete-time stochastic processes
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      quasiopen-loop strategy
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